CME eMini Russell 2000 Future September 2007


Trading Metrics calculated at close of trading on 18-Jul-2007
Day Change Summary
Previous Current
17-Jul-2007 18-Jul-2007 Change Change % Previous Week
Open 854.4 855.0 0.6 0.1% 859.1
High 860.6 855.0 -5.6 -0.7% 862.2
Low 852.2 840.1 -12.1 -1.4% 838.9
Close 855.2 852.4 -2.8 -0.3% 859.3
Range 8.4 14.9 6.5 77.4% 23.3
ATR 11.5 11.7 0.3 2.3% 0.0
Volume 180,438 200,023 19,585 10.9% 956,796
Daily Pivots for day following 18-Jul-2007
Classic Woodie Camarilla DeMark
R4 893.9 888.0 860.6
R3 879.0 873.1 856.5
R2 864.1 864.1 855.1
R1 858.2 858.2 853.8 853.7
PP 849.2 849.2 849.2 846.9
S1 843.3 843.3 851.0 838.8
S2 834.3 834.3 849.7
S3 819.4 828.4 848.3
S4 804.5 813.5 844.2
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 923.4 914.6 872.1
R3 900.1 891.3 865.7
R2 876.8 876.8 863.6
R1 868.0 868.0 861.4 872.4
PP 853.5 853.5 853.5 855.7
S1 844.7 844.7 857.2 849.1
S2 830.2 830.2 855.0
S3 806.9 821.4 852.9
S4 783.6 798.1 846.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 862.2 840.1 22.1 2.6% 10.7 1.3% 56% False True 189,720
10 862.2 838.9 23.3 2.7% 10.6 1.2% 58% False False 170,826
20 862.2 824.2 38.0 4.5% 12.2 1.4% 74% False False 209,231
40 865.8 824.2 41.6 4.9% 12.3 1.4% 68% False False 164,635
60 865.8 818.2 47.6 5.6% 11.9 1.4% 72% False False 110,086
80 865.8 804.2 61.6 7.2% 10.8 1.3% 78% False False 82,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 918.3
2.618 894.0
1.618 879.1
1.000 869.9
0.618 864.2
HIGH 855.0
0.618 849.3
0.500 847.6
0.382 845.8
LOW 840.1
0.618 830.9
1.000 825.2
1.618 816.0
2.618 801.1
4.250 776.8
Fisher Pivots for day following 18-Jul-2007
Pivot 1 day 3 day
R1 850.8 851.9
PP 849.2 851.3
S1 847.6 850.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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